+2,587.8%
NEE vs JHX
+2,243.5%
+344.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.3% | -6.3% | +5.0% | -0.4% |
| 30D | -3.3% | -7.7% | +4.4% | -2.2% |
| 3M | -2.3% | +19.2% | -21.4% | -5.1% |
| 6M | -8.9% | +38.3% | -47.1% | -14.2% |
| YTD | +4.8% | +37.2% | -32.4% | -1.4% |
| 1Y | +18.7% | +42.3% | -23.6% | +10.7% |
| 3Y | +33.2% | -4.4% | +37.6% | +27.1% |
| 5Y | +10.9% | -26.4% | +37.2% | +8.2% |
| 10Y | +251.8% | +106.3% | +145.5% | +180.7% |
| All | +2,587.8% | +2,243.5% | +344.3% | +1,403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling